Calc_fold_CV_Error: Apply Parameter Tuning
In AndrewjSage/RFLOWESS: A robust approach to random forest regression

Description Usage Arguments Value

For each fold in the cross validation, calls Get_CVWeights to split into training and validation data and get weights, then applies Calculate_CV_Error over all candidate values for alpha. Returns array of dimensions 6 by 3 by length(parvec) containing errors. Dimensions index (1) type of error calculated 1-MSE without downweighting outliers in CV error 2-MAPE without downweighting outliers in CV error 3-MSE downweighting outliers according to BisqwtRF 4-MAPE downweighting outliers according to BisqwtRF 5-MSE downweighting outliers according to BisqwtRFL 6-MAPE downweighting outliers according to BisqwtRFL (2) applied to all cases in TRAIN2, outliers only, nonoutliers only (3) index of alpha from parvec

1 2	Calc_fold_CV_Error(TRAIN, TestInd, fold, ndsize, OutlierInd, parvec, tol = 10^-4, ntreestune = ntreestune)

`TRAIN`	matrix of training cases with response in last column
`TestInd`	Matrix indicating which cases are in test (validation) set, TRAIN2
`fold`	number of fold within cross validation
`ndsize`	nodesize random forest tuning parameter for cross validation
`OutlierInd`	Vector of zeros and ones indicating whether training cases came from contaminating distribution
`parvec`	vector of candidate values for tuning parameter alpha
`tol`	maximal change in interation for LOWESSRF weights in cross validation
`ntreestune`	number of trees to use for forests involved in parameter tuning

Returns array of dimensions 6 by 3 by length(parvec) containing errors. Dimensions index (1) type of error calculated 1-MSE without downweighting outliers in CV error 2-MAPE without downweighting outliers in CV error 3-MSE downweighting outliers according to BisqwtRF 4-MAPE downweighting outliers according to BisqwtRF 5-MSE downweighting outliers according to BisqwtRFL 6-MAPE downweighting outliers according to BisqwtRFL (2) applied to all cases in TRAIN2, outliers only, nonoutliers only (3) index of alpha from parvec

AndrewjSage/RFLOWESS documentation built on May 26, 2019, 6:38 a.m.